Fuzzy clustering of time series based on weighted conditional higher moments
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Publication:6661256
DOI10.1007/S00180-023-01425-6MaRDI QIDQ6661256FDOQ6661256
Authors: Roy Cerqueti, Pierpaolo D'Urso, L. De Giovanni, Raffaele Mattera, Vincenzina Vitale 
Publication date: 13 January 2025
Published in: Computational Statistics (Search for Journal in Brave)
unsupervised learningfinancial time seriesrobust clusteringfuzzy clusteringconditional momentsdynamic conditional scoreexponential dissimilarity
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